JPMORGAN U.S. QUALITY FACTOR ETF
Symbol: JQUA
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 08/11/2017
Latest date: 20/07/2026
Current price: $71.60
Expense ratio: 0.12%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.32%
Ann. -36.55% (Sharpe / Sortino numerator)
Volatility
15.02%
Sharpe ratio
-2.676
VaR 95%
-1.43%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.20%
Ann. -8.11% (Sharpe / Sortino numerator)
Volatility
13.01%
Sharpe ratio
-0.902
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
13.79%
Ann. -3.47% (Sharpe / Sortino numerator)
Volatility
12.22%
Sharpe ratio
-0.582
VaR 95%
-1.36%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
20.24%
Ann. 9.56% (Sharpe / Sortino numerator)
Volatility
16.68%
Sharpe ratio
0.356
VaR 95%
-1.42%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
36.05%
Ann. 9.99% (Sharpe / Sortino numerator)
Volatility
14.66%
Sharpe ratio
0.434
VaR 95%
-1.40%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
64.56%
Ann. 15.88% (Sharpe / Sortino numerator)
Volatility
13.57%
Sharpe ratio
0.903
VaR 95%
-1.28%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.077%
Best day
2.354%
Worst day
-2.822%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $71.89 | $72.11 | $71.56 | $71.60 | 437,700 |
| 17/07/2026 | $71.43 | $72.05 | $71.43 | $71.64 | 446,400 |
| 16/07/2026 | $71.74 | $72.18 | $71.74 | $72.11 | 614,300 |
| 15/07/2026 | $72.54 | $72.54 | $71.69 | $72.00 | 353,800 |
| 14/07/2026 | $72.34 | $72.55 | $72.18 | $72.33 | 422,700 |
| 13/07/2026 | $72.23 | $72.43 | $71.97 | $72.15 | 339,100 |
| 10/07/2026 | $72.40 | $72.55 | $71.95 | $72.48 | 468,100 |
| 09/07/2026 | $71.90 | $72.50 | $71.90 | $72.38 | 303,500 |
| 08/07/2026 | $71.53 | $71.67 | $71.12 | $71.60 | 391,900 |
| 07/07/2026 | $72.07 | $72.26 | $71.77 | $71.95 | 372,100 |